-0.8%
PAAS vs THC
+44.8%
-45.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.7% |
| 7D | -7.0% | +0.1% | -7.2% | -7.1% |
| 30D | -15.3% | +7.5% | -22.8% | -16.4% |
| 3M | -27.7% | +7.5% | -35.3% | -28.8% |
| 6M | -40.5% | +46.4% | -86.9% | -44.6% |
| YTD | -26.5% | +44.4% | -70.9% | -31.9% |
| 1Y | -0.8% | +43.4% | -44.2% | -8.0% |
| All | -0.8% | +44.8% | -45.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling